Design of RLS Wiener estimators from randomly delayed observations in linear discrete-time stochastic systems

DOI10.1016/J.AMC.2010.09.039MaRDI QIDQ618061zbMATH OpenOpenAlexWikidataFDO

Authors Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Publication date 14 January 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2010.09.039

zbMATH Keywords

covariance informationdiscrete-time stochastic systemrandomly delayed observationsrecursive least-squares (RLS) Wiener filterRLS Wiener fixed-point smoother

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cites work

• scientific article; zbMATH DE number 3320868 (Why is no real title available?)
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• Linear optimal filtering for discrete-time systems with random jump delays
• Linear unbiased state estimation under randomly varying bounded sensor delay
• New design of estimators using covariance information with uncertain observations in linear discrete-time systems
• On Kalman Filtering for Detectable Systems With Intermittent Observations
• Optimal recursive estimation with uncertain observation
• The problem of state estimation via asynchronous communication channels with irregular transmission times

Cited in

(2)

• RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems
• Information fusion algorithms for state estimation in multi-sensor systems with correlated missing measurements

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